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"Teenies" anyone?
Ronen, Tavy, (2001)
Bid-ask spread, volatility, and volume in the corporate bond market
Kalimipalli, Madhu, (2002)
Microstructure invariance in U.S. stock market trades
Kyle, Albert S., (2020)
Robust beta estimation : some empirical evidence
Fong, Wai-mun, (1997)
The dynamics of DM-£ exchange rate volatility : a SWARCH analysis
Fong, Wai-mun, (1998)
The size effect : a multiperiod analysis
Fong, Wai-mun, (1992)